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ClusterVAR

Fitting Latent Class Vector-Autoregressive (VAR) Models

Estimates latent class vector-autoregressive models via EM algorithm on time-series data for model-based clustering and classification. Includes model selection criteria for selecting the number of lags and clusters.

Versions across snapshots

VersionRepositoryFileSize
0.0.8 rolling linux/jammy R-4.5 ClusterVAR_0.0.8.tar.gz 1.3 MiB
0.0.8 rolling linux/noble R-4.5 ClusterVAR_0.0.8.tar.gz 1.3 MiB
0.0.8 rolling source/ R- ClusterVAR_0.0.8.tar.gz 1.2 MiB
0.0.8 latest linux/jammy R-4.5 ClusterVAR_0.0.8.tar.gz 1.3 MiB
0.0.8 latest linux/noble R-4.5 ClusterVAR_0.0.8.tar.gz 1.3 MiB
0.0.8 latest source/ R- ClusterVAR_0.0.8.tar.gz 1.2 MiB
0.0.8 2026-04-26 source/ R- ClusterVAR_0.0.8.tar.gz 1.2 MiB
0.0.8 2026-04-23 source/ R- ClusterVAR_0.0.8.tar.gz 1.2 MiB
0.0.8 2026-04-09 windows/windows R-4.5 ClusterVAR_0.0.8.zip 1.3 MiB
0.0.8 2025-04-20 source/ R- ClusterVAR_0.0.8.tar.gz 1.2 MiB

Dependencies (latest)

Imports

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